Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240165.8726 | 232813.9976 | 7351.875 | 64571.7388 | 75345.764 | -10774.0252 |
Total P&L (%) | 240.1659 | 232.814 | 7.3519 | 64.5717 | 75.3458 | -10.774 |
Avg Daily Profit (%) | 0.2306 | 0.2235 | 0.0071 | 0.0478 | 0.0539 | -0.0109 |
Buy And Hold Return (%) | 27.5385 | 27.5385 | 27.5385 | 27.5385 | 27.5385 | 27.5385 |
Max Trade Drawdown | -130312 | -104117 | -40080 | -650388 | -602055 | -104876 |
Profit Factor | 1.4152 | 1.5152 | 1.0581 | 1.0378 | 1.0542 | 0.9663 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 115 | 49 | 66 | 115 | 49 | 66 |
Losing Trades | 82 | 49 | 33 | 82 | 49 | 33 |
Profitability (%) | 58.3756 | 50 | 66.6667 | 58.3756 | 50 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.0091 | 1.5152 | 0.529 | 0.74 | 1.0542 | 0.4832 |
Largest Winning Trade | 150041 | 150041 | 8476 | 454288 | 454288 | 24267 |
Largest Losing Trade | -31371 | -31371 | -12158 | -169922 | -169922 | -22961 |
Avg Bars in Trades | 123 | 226 | 21 | 123 | 226 | 21 |
Avg Bars in Winners | 119 | 255 | 19 | 119 | 255 | 19 |
Avg Bars in Losers | 128 | 197 | 26 | 128 | 197 | 26 |
Bars Traded | 24362 | 22194 | 2168 | 24362 | 22194 | 2168 |
Profit Streak | 11.5846 | 11.5846 | 68.5012 | 11.5846 | 11.5846 | 68.5012 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443050 | 384113 | -503447 | -310645 | -284838 | -576766 |
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{ "first_band": { "type": "kcl", "factors": { "length": 28, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 28, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 117, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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